Do Return and Volatility Series Share the Same Drive in Closed-form GARCH Option Pricing Model

Su, Yong-ChernYong-ChernSuChang, KailinKailinChangChen, PeiwenPeiwenChen2010-10-052018-07-092010-10-052018-07-092010-10http://ntur.lib.ntu.edu.tw//handle/246246/211315en-USDo Return and Volatility Series Share the Same Drive in Closed-form GARCH Option Pricing Modeljournal article